Part of the Black Belt geological formation of Georgia, prior to the American Civil War the county's chief commodity crop was cotton, cultivated and processed by farmers and African-American slaves.

Clay was created by a February 16, 1854, act of the Georgia General Assembly, and organized from portions of Early and Randolph counties.

The county's northwestern corner, which is bisected by State Route 39 running north from Fort Gaines, is located in the Middle Chattahoochee River-Walter F. George Lake sub-basin of the same ACF River Basin.

Just the very southeastern corner of Clay County is located in the Spring Creek sub-basin of the same larger ACF River Basin.

[6] As of the 2020 United States census, there were 2,848 people, 1,242 households, and 708 families residing in the county.

As of the 2010 United States census, there were 3,183 people, 1,331 households, and 869 families living in the county.

[22] As of the census[23] of 2000, there were 3,357 people, 1,347 households, and 928 families living in the county.

27.80% of all households were made up of individuals, and 13.20% had someone living alone who was 65 years of age or older.

In the 2022 Georgia state elections, however, Clay County voted for every Republican candidate except Herschel Walker.